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PJFV vs. DDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PJFV and DDIV is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PJFV vs. DDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Value ETF (PJFV) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PJFV:

0.28

DDIV:

0.57

Sortino Ratio

PJFV:

0.62

DDIV:

0.97

Omega Ratio

PJFV:

1.11

DDIV:

1.14

Calmar Ratio

PJFV:

0.42

DDIV:

0.70

Martin Ratio

PJFV:

1.54

DDIV:

2.47

Ulcer Index

PJFV:

4.96%

DDIV:

5.35%

Daily Std Dev

PJFV:

24.55%

DDIV:

20.94%

Max Drawdown

PJFV:

-18.15%

DDIV:

-47.55%

Current Drawdown

PJFV:

-8.56%

DDIV:

-9.49%

Returns By Period

In the year-to-date period, PJFV achieves a -3.03% return, which is significantly lower than DDIV's -2.45% return.


PJFV

YTD

-3.03%

1M

7.89%

6M

-6.05%

1Y

6.58%

5Y*

N/A

10Y*

N/A

DDIV

YTD

-2.45%

1M

7.32%

6M

-6.41%

1Y

11.44%

5Y*

17.26%

10Y*

8.56%

*Annualized

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PJFV vs. DDIV - Expense Ratio Comparison

PJFV has a 0.75% expense ratio, which is higher than DDIV's 0.60% expense ratio.


Risk-Adjusted Performance

PJFV vs. DDIV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PJFV
The Risk-Adjusted Performance Rank of PJFV is 5050
Overall Rank
The Sharpe Ratio Rank of PJFV is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFV is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PJFV is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PJFV is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PJFV is 5454
Martin Ratio Rank

DDIV
The Risk-Adjusted Performance Rank of DDIV is 6868
Overall Rank
The Sharpe Ratio Rank of DDIV is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of DDIV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of DDIV is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DDIV is 7474
Calmar Ratio Rank
The Martin Ratio Rank of DDIV is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PJFV vs. DDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Value ETF (PJFV) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current PJFV Sharpe Ratio is 0.28, which is lower than the DDIV Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PJFV and DDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PJFV vs. DDIV - Dividend Comparison

PJFV's dividend yield for the trailing twelve months is around 1.35%, less than DDIV's 2.41% yield.


TTM20242023202220212020201920182017201620152014
PJFV
PGIM Jennison Focused Value ETF
1.35%1.31%1.20%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
2.41%2.22%3.18%3.60%2.43%2.63%2.93%3.27%2.35%2.45%2.61%2.15%

Drawdowns

PJFV vs. DDIV - Drawdown Comparison

The maximum PJFV drawdown since its inception was -18.15%, smaller than the maximum DDIV drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for PJFV and DDIV. For additional features, visit the drawdowns tool.


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Volatility

PJFV vs. DDIV - Volatility Comparison

PGIM Jennison Focused Value ETF (PJFV) has a higher volatility of 6.62% compared to First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) at 6.10%. This indicates that PJFV's price experiences larger fluctuations and is considered to be riskier than DDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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